+123.1%
TMUS vs TXG
+16.5%
+106.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.3% |
| 7D | +9.5% | -3.7% | +13.2% | +9.5% |
| 30D | +13.8% | -22.0% | +35.8% | +14.1% |
| 3M | -4.6% | +7.4% | -12.0% | -5.2% |
| 6M | -11.7% | +191.2% | -202.9% | -15.1% |
| YTD | -15.4% | +285.7% | -301.0% | -19.9% |
| 1Y | -16.1% | +268.3% | -284.4% | -20.6% |
| 3Y | +20.5% | +77.3% | -56.8% | +16.8% |
| 5Y | +48.7% | -62.3% | +111.1% | +53.9% |
| All | +123.1% | +16.5% | +106.7% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling